ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS

H. Tjahjana; I. Pranoto; H. Muhammad; J. Naiborhu

doi:10.22342/jims.15.1.40.13-20

H. Tjahjana ⁽¹⁾ , I. Pranoto ⁽²⁾ , H. Muhammad ⁽³⁾ , J. Naiborhu ⁽⁴⁾

(1) Department of Mathematics, Institut Teknologi Bandung, Bandung 40132, Indonesia, Indonesia,

(2) Department of Mathematics, Institut Teknologi Bandung, Bandung 40132, Indonesia, Indonesia,

(3) Department of Aeronautics and Aerospace Engineering, Institut Teknologi Bandung, Bandung 40132, Indonesia, Indonesia,

(4) Department of Mathematics, Institut Teknologi Bandung, Bandung 40132, Indonesia., Indonesia

https://doi.org/10.22342/jims.15.1.40.13-20

Issue
Volume 15 Number 1 (April 2009)

Submitted
April 29, 2012

Accepted
May 7, 2012

Published
May 7, 2012

Keywords:

Optimal Control, Overdetermined Systems

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Abstract

In this paper, we consider a numerical method for designing optimal controlon Linear Quadratic Regulator (LQR) problem. In the optimal control design process through Pontryagin Maximum Principle (PMP), we obtain a system of diferential equations in state and costate variables. This system lacks of initial condition on the adjoint variables, and this situation creates classic dificulty for solving optimal control problems.This paper proposes a constructive method to approximate the initial condition of the adjoint system.

DOI : http://dx.doi.org/10.22342/jims.15.1.40.13-20

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Authors

H. Tjahjana

Department of Mathematics, Institut Teknologi Bandung, Bandung 40132, Indonesia

penulis@jims-a.org (Primary Contact)

I. Pranoto

Department of Mathematics, Institut Teknologi Bandung, Bandung 40132, Indonesia

H. Muhammad

Department of Aeronautics and Aerospace Engineering, Institut Teknologi Bandung, Bandung 40132, Indonesia

J. Naiborhu

Department of Mathematics, Institut Teknologi Bandung, Bandung 40132, Indonesia.

Tjahjana, H., Pranoto, I., Muhammad, H., & Naiborhu, J. (2012). ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS. Journal of the Indonesian Mathematical Society, 15(1), 13–20. https://doi.org/10.22342/jims.15.1.40.13-20